+7,547.6%
NEE vs ES
+1,235.9%
+6,311.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | 0.0% |
| 7D | +3.9% | +1.9% | +2.0% | +2.9% |
| 30D | +12.8% | +7.1% | +5.8% | +8.9% |
| 3M | +3.6% | -1.9% | +5.5% | +4.6% |
| 6M | -7.5% | +4.4% | -11.8% | -9.7% |
| YTD | +10.7% | +7.3% | +3.4% | +6.3% |
| 1Y | +9.1% | +2.1% | +6.9% | +6.7% |
| 3Y | +61.0% | +41.8% | +19.2% | +31.5% |
| 5Y | +16.3% | +1.4% | +14.8% | +13.2% |
| 10Y | +264.6% | +86.8% | +177.8% | +169.6% |
| All | +7,547.6% | +1,235.9% | +6,311.6% | +2,871.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling